That's the issue. We don't know what consciousness is. We can't tell, at this particular moment, whether the universe of matter and energy is an illusion, or whether the 'consciousness' that makes us 'aware' of ourselves as individuals is the illusion, or whether both are parts of a whole we can't fully perceive.

Our brains receive input from our senses, which are limited to certain frequencies of particular energies, and organise the sensations as signs. We then construct other signs (language) in order to communicate our signs to others. Thus every construct we share is a sign of a sign or a sign of a sign of a sign etc. Every level of sign-making (thought) removes us further from the reality which the limitations of our senses prevent us from fully perceiving.